CMake: Add an MKL-DNN patch to the build steps

This is temporary and will be removed once upstreamed

cmake/external_mkldnn.cmake

@@ -27,6 +27,7 @@ if (${CMAKE_VERSION} VERSION_LESS 3.2)
         ext_mkldnn
         GIT_REPOSITORY ${MKLDNN_GIT_REPO_URL}
         UPDATE_COMMAND ""
+        PATCH_COMMAND git am ${CMAKE_SOURCE_DIR}/third-party/patches/mkldnn-cmake-openmp.patch
         CMAKE_ARGS -DCMAKE_INSTALL_PREFIX=${EXTERNAL_INSTALL_LOCATION}
         )
 else()
@@ -34,6 +35,7 @@ else()
         ext_mkldnn
         GIT_REPOSITORY ${MKLDNN_GIT_REPO_URL}
         UPDATE_COMMAND ""
+        PATCH_COMMAND git am ${CMAKE_SOURCE_DIR}/third-party/patches/mkldnn-cmake-openmp.patch
         CMAKE_ARGS -DCMAKE_INSTALL_PREFIX=${EXTERNAL_INSTALL_LOCATION}
         BUILD_BYPRODUCTS "${EXTERNAL_INSTALL_LOCATION}/include/mkldnn.hpp"
         )

third-party/patches/mkldnn-cmake-openmp.patch

+From 6ca95a7c6802eef486ef1d47ad76094eb1164a7c Mon Sep 17 00:00:00 2001
+From: Jaikrishnan Menon <jaikrishnan.menon@intel.com>
+Date: Fri, 8 Sep 2017 15:01:59 -0700
+Subject: [PATCH] CMake: Detect the right OpenMP flags on the host platform
+ instead of hardcoding '-fopenmp'
+
+---
+ CMakeLists.txt | 14 ++++++++++++--
+ 1 file changed, 12 insertions(+), 2 deletions(-)
+
+diff --git a/CMakeLists.txt b/CMakeLists.txt
+index 1e19215..3cb71bd 100644
+--- a/CMakeLists.txt
++++ b/CMakeLists.txt
+@@ -81,8 +81,18 @@ if(WIN32)
+         add_definitions(/Qpar)
+     endif()
+ elseif(UNIX OR APPLE)
+-    set(OPENMP_FLAGS "-fopenmp")
+-    set(CMAKE_CCXX_FLAGS "${CMAKE_CCXX_FLAGS} ${OPENMP_FLAGS} ${CCXX_WARN_FLAGS} -DMKLDNN_DLL -DMKLDNN_DLL_EXPORTS -fvisibility=internal")
++    # Discover the right OpenMP flags
++    set(OPENMP_FLAGS "")
++    find_package(OpenMP)
++    if(OpenMP_C_FOUND)
++        set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} ${OpenMP_C_FLAGS}")
++    endif()
++    if(OpenMP_CXX_FOUND)
++        set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${OpenMP_CXX_FLAGS}")
++        set(OPENMP_FLAGS "${OpenMP_CXX_FLAGS}")
++    endif()
++
++    set(CMAKE_CCXX_FLAGS "${CMAKE_CCXX_FLAGS} ${CCXX_WARN_FLAGS} -DMKLDNN_DLL -DMKLDNN_DLL_EXPORTS -fvisibility=internal")
+     set(CMAKE_C_FLAGS "${CMAKE_C_FLAGS} ${CMAKE_CCXX_FLAGS} -std=c99")
+     set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${CMAKE_CCXX_FLAGS} -std=c++11 -fvisibility-inlines-hidden")
+     set(CCXX_WARN_FLAGS "-Wall -Werror -Wno-unknown-pragmas")
+-- 
+1.9.1
+